+303.5%
MXL vs GPC
+0.2%
+303.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.7% |
| 30D | -7.0% | +5.1% | -12.1% | -5.5% |
| 3M | -33.4% | +41.5% | -74.9% | -32.4% |
| 6M | +260.2% | +21.8% | +238.3% | +276.0% |
| YTD | +260.0% | +14.6% | +245.4% | +258.8% |
| 1Y | +303.5% | +1.3% | +302.2% | +321.4% |
| All | +303.5% | +0.2% | +303.3% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling